Dr., University Chair Professor, Institute of Finance, National Chiao Tung University, Taiwan.
Research interests: financial institutions, risk management and insurance, derivatives markets.
- Ph.D., Ohio State University.
- MA, Ohio State University.
- BA, National Taiwan University.
- 2012-present - President of Financial Engineering Association of Taiwan.
- 2012-present - President of Taiwan Risk and Insurance Association.
- August 2010-July 2012 - Professor of Finance, National Taiwan University.
- August 2002-July 2010 - President of Providence University.
- August 1999-July 2002 - Dean and Professor of Finance, Yuan Ze University.
- August 1998-July1999 - Visiting Professor of Finance, Drexel University.
- August 1995-July1998 - Professor and Chair of Finance, National Central University.
- Price and Liquidity Effects of Switching Exchange Listings, Emerging Market Finance and Trade (SSCI) (with T.- L. Liao), 2013.
- A Fractional Cointegration Approach to Testing the Ohlson Accounting Based Valuation Model, Review of Quantitative Finance and Accounting (with S.-C. Lee, C.-T. Lin), 2012.
- Book-to-Market Equity and Asset Correlations: Implications for Basel Capital Requirements, Journal of Business Finance and Accounting (SSCI) (with S.-C. Lee, C.-T. Lin), 2012.
- Valuation of Catastrophe Equity Puts with Markov-Modulated Poisson Processes, Journal of Risk and Insurance (SSCI) (with S.-K. Lin and C.-C. Chang), 2011.
- Pricing Unemployment Insurance - An Unemployment-Duration-Adjusted Approach, ASTIN Bulletin - The Journal of the International Actuarial Association (SCI), (SSCI), (with H.-L. Chuang), 2010.
- Estimating the Cost of Deposit Insurance with Stochastic Interest Rates: The Case of Taiwan, Quantitative Finance (SSCI) (with H. Chuang, S. Lee, and Y. Chen), 2009.
- Futures Margin Requirement - A Comparison of Value-at-Risk with Expected Shortfall Measures, Advances in Financial Planning and Forecasting (others) (with L.-C. Ho), 2008.
- Academia Economic Papers (2001-2007).
- Industry and Finance (1998-present).
- Insurance Monograph (2001-2003).
- International Journal of Business and Economics (2000-present).
- Journal of Chinese Statistical Association (2006-2008).
- Journal of Risk Management (1999-present).
- Journal of Financial Studies (2000-present).
- Journal of Management (2002-present).
- Management Review (2003-present).
- Pacific-Basin Finance Journal (1997-2006).
- Pan Pacific Management Review (1999-2007).
- Review of Securities and Futures Markets (1998-present).
- Tamsui Oxford Journal of Management Science (1999-present).